When I was doing extract and steeping grains the brew shop always ran the grains thru the grinder at I'm guessing the standard crush. So now I am mashing --- while at another brew shop a customer ahead of me asked to have his grains run thru the grinder twice.

I am sure some do it. Some will probably just tighten the gap in their mills like I do instead of running it through twice. Getting a fine grind of your malts will increase your numbers, but the downside will be a stuck sparge if its too fine. If you are steeping it doesn't really matter.

The quick answer: Yes. Milling twice will raise the efficiency in that the grain will be in smaller pieces, exposing more of the starchy insides to the water and enzymes. On the downside, if by milling twice, the husks are ground up too small you run the risk of getting some astringency from the husks plus the risk of a stuck sparge. Rice hulls will take care of the stuck sparge risk, but the astringency is there to stay. Take a look at the crush. If the husks are still in pretty large pieces you are safe.

It sounds like someone else is having efficiency problems with the crush from the mill shop so a second time through the mill may be called for. If you go for a second pass, just have them run about a pound through first. Check the crush, especially the husks to determine if you want to remill the rest.

In any case, brew with the crush you get for a while and take good notes and go from there. For example, I have an old Schmidling MaltMill http://schmidling.com/maltmill.htm with no adjustable gap and typically get 75%-80% efficiency batch sparging. My friend who uses my mill is getting 60-70% efficiency with my mill and his system.